By Alan Baldwin

RIO DE JANEIRO (Reuters) - Hungary's Katinka Hosszu won her third Olympic gold medal in four days on Tuesday with victory in the women's 200m individual medley.

The 27-year-old, who set an Olympic record of two minutes, 6.58 seconds, had already won the 400 individual medley on Saturday and 100 backstroke on Monday.

"Coming into Rio I didn't have any Olympic medals so I would have been OK having any color medals," Hosszu said. "It's really unreal.

"It's really weird. Honestly, I don't think I had my best race tonight. But even if I don't have my best race, I can still touch the wall first."

Britain's Siobhan-Marie O'Connor took the silver medal, with Maya DiRado of the United States winning a bronze to add to her 400 IM silver.

Hosszu, the 'Iron Lady' who withdrew from the 200m butterfly earlier on Tuesday to prepare for the evening race, is entered in one more individual event, the 200 backstroke.

If she wins that she would equal the women's record of four solo swimming golds at a single Games set by East Germany's Kristin Otto in Seoul in 1988.

She said however that she would just treat the rest of the meet as fun, and would not be putting any pressure on herself.

"I thought really that having just one gold would be unbelievable," she said. "Having three so far is really just a bonus. I'm not going to put that kind of pressure on me.

"It's going to be a lot of fun racing, knowing that I already have three."

The last woman to win three individual swimming golds at an Olympics was Inge De Bruijn of the Netherlands at the 2000 Sydney Games.

On Tuesday, Hosszu led from the start inside world record pace for the first 100 meters, with 2015 world championships bronze medalist O'Connor second all the way for the first Olympic medal of her career.

O'Connor, 20, was Britain's youngest swimmer at her home Games in 2012 and became the country's third individual medalist in the Rio pool.

Her time of 2:06.88 was a British record. DiRado finished in 2:08.79.

"When I looked around and saw the time, I was over the moon," said O'Connor.

"I didn't know that I had that time in me."

(Additional reporting by Amy Tennery, editing by Greg Stutchbury)